EU CLO Managers: Investment Alpha, Performance Attribution, Average Alpha And Risk Measure A sample of 206 deals (managed by 44 managers) closed between Jan 2014 and Jun 2019 is included in this study. The table below shows the latest average investment alpha, performance attribution, average alpha (LTM) and risk measure of each manager. *Premium level…
3/5 EU CLO Managers: Investment Alpha, Performance Attribution, Average Alpha And Risk Measure – Freemium
